Pages that link to "Item:Q2138198"
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The following pages link to Multistep schemes for solving backward stochastic differential equations on GPU (Q2138198):
Displaying 5 items.
- Highly efficient parallel algorithms for solving the Bates PIDE for pricing options on a GPU (Q2244180) (← links)
- Numerical methods to solve PDE models for pricing business companies in different regimes and implementation in GPUs (Q2513556) (← links)
- Stratified regression Monte-Carlo scheme for semilinear PDEs and BSDEs with large scale parallelization on GPUs (Q2833537) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
- Deep learning algorithms for solving high-dimensional nonlinear backward stochastic differential equations (Q6201366) (← links)
